Why won't textures work?
You have to unwrap the object and give it a material with the texture for it to show up.

First you have to tell blender how to put a 2D texture on a 3D object by unwrapping it, which means selecting edges where the mesh will be cut to flatten it.  This is done by going into edit mode, selecting the edges, hit Ctrl.+E > mark seam, then U > unwrap.





Then you have to give it a material with the texture.

If you are using the cycles render engine this is done by first going to the materials panel of the properties view and clicking New.


Then switch to the node editor and add an image texture node by hitting Shift+A > texture > image texture.  Then add a diffuse shader Shift+A > shader > Diffuse BSDF, plug the color output of the image texture into the color input of the diffuse and the BSDF of the diffuse into the BSDF of the material output.